+941.9%
IGV vs BNY
+541.8%
+400.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.9% | -1.3% | -1.6% | -2.4% |
| 30D | -1.5% | -0.2% | -1.3% | -1.5% |
| 3M | +11.7% | +14.9% | -3.3% | +5.1% |
| 6M | +18.4% | +40.0% | -21.6% | +2.7% |
| YTD | -3.9% | +42.0% | -45.9% | -17.3% |
| 1Y | -9.7% | +56.9% | -66.5% | -25.4% |
| 3Y | +38.4% | +289.9% | -251.4% | -21.3% |
| 5Y | +21.6% | +259.2% | -237.6% | -29.5% |
| 10Y | +363.0% | +413.3% | -50.3% | +118.0% |
| All | +941.9% | +541.8% | +400.1% | +212.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BNY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling